Recent content by penguin-police

Anyone know how to get the new 3-month volatility ticker VIX3M which replaced VXV to show up in IB? First ticker symbol I've seen with a number in it. Odd.

Are all brokerages increasing VIX product margins to 100% or is it just IB? Getting a bit annoying since this will stay in effect as long as VIX is ~10.

Free or otherwise? CBOE's website doesn't have data for these, and google finance only goes back to April 2011. Is there anywhere that I can get data that goes back further?

That Odds Maker is interesting. From what I've learned it can predict the amount of wins:losses and the final $ or % gained after that period. If it seems too good to be true, it probably is. If the software says that a profit is certain, then why doesn't everyone use it and make millions?

I'm using TD Ameritrade's screener and it can only show up-to-date results for a given screen. I can't, for example, see what a screen would have displayed 10 or 20 days ago. Is there a screener out there that can display results of a current screen at any given date in recent history?

My IB account has a 50% maintenance margin. My share value has consistently been more than my cash value recently and it doesn't seem like IB charges me anything for it. I'm borrowing money from them essentially, shouldn't I be charged interest for it?

Good call you guys

So slippage and spread increase in times of increased price fluctuation and news events. Can it be roughly estimated with regards to the standard deviation of past days or hours? For example. (S+S)=k*stdev(d1,d2,....dn) with k as a constant.

I'm planning to get into forex and have been doing some backtracking and calculations. I see that the current spreads for GBPUSD and EURUSD are 3pips and 2pips, respectively. What is a good a rough average of the slippage that occurs? How wildly does slippage and spread fluctuate...

Anyone?